+373.4%
VST vs IR
+9.5%
+364.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +2.8% |
| 7D | +8.9% | -2.8% | +11.7% | +10.7% |
| 30D | +6.2% | -15.1% | +21.3% | +17.0% |
| 3M | -2.7% | +6.1% | -8.8% | -7.5% |
| 6M | -8.4% | -16.8% | +8.5% | +1.0% |
| YTD | -7.2% | -3.5% | -3.7% | -8.4% |
| 1Y | -20.9% | -3.5% | -17.4% | -22.6% |
| All | +373.4% | +9.5% | +364.0% | +348.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling